Well thanks a lot for your help, we finally generate a good CSR.
We had to reinstall Zimbra and then run the following command:
root@mail:/opt/zimbra/bin# ./zmcertmgr createcsr comm -new -subject "/C=CA/ST=ON/L=*****/O=********/OU=Information Services/CN=www.*****.ca" -subjectAltNames
www.*****.ca
I'm still unsure if we need the -subjectAltNames option but it worked so I'm not going to change anything.
So now on to installing the certificate, wish me luck.